-87.9%
RIG vs WTW
+1,101.3%
-1,189.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.8% |
| 7D | -4.2% | -7.8% | +3.6% | -0.4% |
| 30D | -0.7% | -7.9% | +7.2% | +3.1% |
| 3M | -4.0% | +19.9% | -23.9% | -12.8% |
| 6M | -6.3% | +9.8% | -16.1% | -12.0% |
| YTD | +39.7% | -3.3% | +43.1% | +38.0% |
| 1Y | +78.1% | -3.3% | +81.4% | +75.5% |
| 3Y | -29.5% | +61.5% | -91.0% | -47.6% |
| 5Y | +65.3% | +42.6% | +22.7% | +30.9% |
| 10Y | -41.3% | +197.1% | -238.4% | -65.5% |
| All | -87.9% | +1,101.3% | -1,189.2% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling